Mark Dynamics Indo Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
35.53%
decreased by 0.61%
1 Week
36.19%
increased by 0.05%
1 Month
38.13%
increased by 1.99%
Analysis last updated: Thursday, May 21, 2026 at 09:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8792 | 3.56 | |
| 0.1444 | 5.45 | |
| 0.8126 | 20.88 | |
| 0.4871 | 2.89 | |
| -0.7259 | -3.13 | |
| 0.3068 | 3.42 |
Estimation Period:
Jul 12, 2017 to May 13, 2026
Jul 12, 2017 to May 13, 2026
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